-11.6%
HL vs RVTY
+66.4%
-78.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | -11.1% | -0.5% | -10.7% | -10.8% |
| 30D | -12.1% | +1.5% | -13.6% | -12.9% |
| 3M | -26.1% | +31.5% | -57.6% | -36.0% |
| 6M | -37.7% | +62.7% | -100.4% | -51.3% |
| YTD | -31.7% | +60.0% | -91.7% | -46.0% |
| 1Y | -11.6% | +65.7% | -77.4% | -31.1% |
| All | -11.6% | +66.4% | -78.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling